title: Robust inference for mixed censored and binary response models with missing covariates.
abstract: In biomedical and epidemiological studies, often outcomes obtained are of mixed discrete and continuous in nature. Furthermore, due to some technical inconvenience or else, continuous responses are censored and also a few covariates cease to be observed completely. In this paper, we develop a model to tackle these complex situations. Our methodology is developed in a more general framework and provides a full-scale robust analysis of such complex models. The proposed robust maximum likelihood estimators of the model parameters are resistant to potential outliers in the data. We discuss the asymptotic properties of the robust estimators. To avoid computational difficulties involving irreducibly high-dimensional integrals, we propose a Monte Carlo method based on the Metropolis algorithm for approximating the robust maximum likelihood estimators. We study the empirical properties of these estimators in simulations. We also illustrate the proposed robust method using clustered data on blood sugar content from a clinical trial of individuals who were investigated for diabetes.
authors.affiliation: Novartis Healthcare Pvt. Ltd., Hyderabad, India.
authors.forename: Angshuman
authors.initials: A
authors.lastname: Sarkar
authors.affiliation: Department of Statistics, University of Calcutta, Calcutta, India.
authors.forename: Kalyan
authors.initials: K
authors.lastname: Das
authors.affiliation: School of Mathematics and Statistics, Carleton University, Ottawa, ON, Canada sinha@math.carleton.ca.
authors.forename: Sanjoy K
authors.initials: SK
authors.lastname: Sinha
mesh_terms: D000465:Algorithms; D001786:Blood Glucose / Q000032:analysis; D003920:Diabetes Mellitus / Q000097:blood; D006801:Humans; D016013:Likelihood Functions; D009010:Monte Carlo Method; D011336:Probability
chemical_list: D001786:Blood Glucose
keywords: binary model; censored regression model; expectation maximization algorithm; metropolis algorithm; missing data; robust estimation